+226.3%
FIS vs CHD
+3,573.6%
-3,347.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.9% | -6.0% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -19.4% | +11.6% | -31.0% | -23.1% |
| 3M | -31.6% | +10.7% | -42.3% | -34.5% |
| 6M | -32.5% | +20.2% | -52.8% | -37.5% |
| YTD | -56.0% | +34.5% | -90.5% | -61.3% |
| 1Y | -55.5% | +32.6% | -88.1% | -60.7% |
| 3Y | -41.3% | +29.1% | -70.4% | -48.2% |
| 5Y | -72.3% | +31.5% | -103.8% | -76.1% |
| 10Y | -55.0% | +190.9% | -245.9% | -73.3% |
| All | +226.3% | +3,573.6% | -3,347.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling